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QQQ vs. ZURN.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQQ vs. ZURN.SW

Last updated Jun 13, 2026

QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while ZURN.SW (Zurich Insurance Group AG) is a stock. Over the past 10 years, QQQ returned 21.79%/yr vs 18.42%/yr for ZURN.SW. At a 0.27 correlation, their price movements are largely independent.

Performance

QQQ vs. ZURN.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Zurich Insurance Group AG (ZURN.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QQQ is traded in USD, while ZURN.SW is traded in CHF. To make them comparable, the ZURN.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than ZURN.SW's -1.76% return. Over the past 10 years, QQQ has outperformed ZURN.SW with an annualized return of 21.79%, while ZURN.SW has yielded a comparatively lower 18.42% annualized return.

QQQ

1D
0.59%
1M
0.93%
YTD
17.57%
6M
17.85%
1Y
35.82%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

ZURN.SW

1D
0.30%
1M
-1.78%
YTD
-1.76%
6M
1.80%
1Y
7.28%
3Y*
21.02%
5Y*
17.49%
10Y*
18.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. ZURN.SW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF		17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
ZURN.SW
Zurich Insurance Group AG		-1.76%34.24%20.80%15.20%14.75%8.81%10.06%45.97%3.29%17.72%

Correlation

The correlation between QQQ and ZURN.SW is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2007

0.27

The correlation between QQQ and ZURN.SW shifts across timeframes, from 0.12 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Invesco QQQ ETF

Zurich Insurance Group AG

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Return for Risk

QQQ vs. ZURN.SW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank
ZURN.SW
ZURN.SW Risk / Return Rank: 5151
Overall Rank
ZURN.SW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ZURN.SW Sortino Ratio Rank: 4545
Sortino Ratio Rank
ZURN.SW Omega Ratio Rank: 4646
Omega Ratio Rank
ZURN.SW Calmar Ratio Rank: 5454
Calmar Ratio Rank
ZURN.SW Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QQQ vs. ZURN.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Zurich Insurance Group AG (ZURN.SW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

QQQZURN.SWDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.39

+1.70

Sortino ratioReturn per unit of downside risk
2.73
0.63

+2.10

Omega ratioGain probability vs. loss probability

1.37

1.09

+0.28

Calmar ratioReturn relative to maximum drawdown

3.01

0.67

+2.34

Martin ratioReturn relative to average drawdown

11.22

1.59

+9.64

QQQ vs. ZURN.SW - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the ZURN.SW Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of QQQ and ZURN.SW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QQQ vs. ZURN.SW - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than ZURN.SW's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for QQQ and ZURN.SW.

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Drawdown Indicators

QQQZURN.SWDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-65.42%

-17.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.04%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-12.20%

-10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-20.44%

-14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-38.55%

+3.43%

Current Drawdown

Current decline from peak

-3.33%

-3.26%

-0.07%

Average Drawdown

Average peak-to-trough decline

-32.75%

-9.88%

-22.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

4.62%

-1.42%

Volatility

QQQ vs. ZURN.SW - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Zurich Insurance Group AG (ZURN.SW) at 5.94%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than ZURN.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQQZURN.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

5.94%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

15.77%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

18.98%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

18.85%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

20.28%

+2.10%

Dividends

QQQ vs. ZURN.SW - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than ZURN.SW's 5.32% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
ZURN.SW
Zurich Insurance Group AG		5.32%4.65%4.83%5.46%4.97%5.00%5.35%4.78%5.66%5.73%6.06%6.58%

Frequently Asked Questions

QQQ and ZURN.SW have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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